+1,530.2%
MCD vs DXCM
+2,696.7%
-1,166.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.4% |
| 7D | +8.0% | +5.7% | +2.4% | +7.5% |
| 30D | +19.6% | +1.3% | +18.3% | +19.4% |
| 3M | +2.2% | +2.2% | 0.0% | +1.9% |
| 6M | -1.1% | +42.0% | -43.1% | -4.3% |
| YTD | -7.2% | +27.3% | -34.5% | -9.6% |
| 1Y | -6.7% | +42.5% | -49.2% | -10.0% |
| 3Y | +11.6% | -13.3% | +24.9% | +9.6% |
| 5Y | +22.6% | -46.8% | +69.5% | +23.5% |
| 10Y | +218.4% | +445.8% | -227.4% | +156.4% |
| All | +1,530.2% | +2,696.7% | -1,166.5% | +881.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling